Changelog
[1.0.0] — 2026-04-21
Added
- Initial release of PyCupFM
- All 5 estimators: LSDV, Bai FM, CupFM, CupFM-bar, CupBC
- Bai & Ng (2002) information criterion for automatic factor selection
- Three kernel functions: Bartlett, Parzen, Quadratic Spectral
- Automatic bandwidth selection (Newey-West, Andrews)
- 9 publication-quality plot types
- Export to LaTeX, Excel, CSV, HTML
- Built-in Grunfeld dataset (N=10 firms, T=20 years)
- Monte Carlo simulation framework (BKN 2009 DGP)
- Comprehensive Jupyter notebook tutorial
- Full API documentation
- Compatible with Stata
cupfm v1.0.4 (SSC)